Share price$11.80
1D-6.3%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-16T22:47:29.580Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:47:20.32707027Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:47:28.973607+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.06 | 79.6% | 11.9% | 9.86 | 173.8% | 18.9% |
| 25Δ | 12.77 | 76.4% | 9.8% | 11.05 | 77.0% | 8.1% |
| 30Δ | 12.54 | 75.1% | 8.2% | 11.22 | 76.3% | 7.1% |
| 35Δ | 12.36 | 75.0% | 7.1% | 11.40 | 75.6% | 6.1% |
| 40Δ | 12.20 | 75.2% | 6.2% | 11.56 | 75.7% | 5.2% |
| 45Δ | 12.03 | 75.4% | 5.3% | 11.72 | 77.1% | 4.6% |
| 50Δ | 11.88 | 74.7% | 4.6% | 11.88 | 78.6% | 4.0% |
| 55Δ | 11.72 | 73.7% | 3.9% | 12.04 | 79.1% | 3.4% |
| 60Δ | 11.57 | 72.8% | 3.2% | 12.20 | 76.9% | 2.9% |
| 65Δ | 11.40 | 73.9% | 2.6% | 12.35 | 74.8% | 2.3% |
| 70Δ | 11.21 | 76.6% | 2.2% | 12.51 | 72.7% | 1.7% |
| 75Δ | 11.03 | 79.4% | 1.8% | 12.71 | 71.8% | 1.4% |
| 80Δ | 9.71 | 199.4% | 3.3% | 12.90 | 70.9% | 1.0% |